The Resource Options, futures & other derivatives, John C. Hull

Options, futures & other derivatives, John C. Hull

Label
Options, futures & other derivatives
Title
Options, futures & other derivatives
Statement of responsibility
John C. Hull
Title variation
Options, futures, and other derivatives
Creator
Subject
Language
eng
Cataloging source
DLC
Dewey number
  • 332.63/2
  • 332.63/2
Illustrations
illustrations
Index
index present
LC call number
  • HG6024.A3
  • HG6024.A3
LC item number
  • H85 2000
  • H85 1999
Literary form
non fiction
Nature of contents
bibliography
Label
Options, futures & other derivatives, John C. Hull
Publication
Accompanying material
1 computer disk (3 1/2 in.)
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • zbnus
  • mel
Contents
  • Ch. 1. Introduction -- Ch. 2. Futures Markets and the Use of Futures for Hedging -- Ch. 3. Forward and Futures Prices -- Ch. 4. Interest Rates and Duration -- Ch. 5. Swaps -- Ch. 6. Options Markets -- Ch. 7. Properties of Stock Option Prices -- Ch. 8. Trading Strategies Involving Options -- Ch. 9. Introduction to Binomial Trees -- Ch. 10. Model of the Behavior of Stock Prices -- Ch. 11. The Black-Scholes Model -- Ch. 12. Options on Stock Indices, Currencies, and Futures -- Ch. 13. The Greek Letters -- Ch. 14. Value at Risk -- Ch. 15. Estimating Volatilities and Correlations -- Ch. 16. Numerical Procedures -- Ch. 17. Volatility Smiles and Alternatives to Black-Scholes -- Ch. 18. Exotic Options -- Ch. 19. Extensions of the Theoretical Framework for Pricing Derivatives: Martingales and Measures -- Ch. 20. Interest Rate Derivatives: The Standard Market Models -- Ch. 21. Interest Rate Derivatives: Models of the Short Rate -- Ch. 22. Interest Rate Derivatives: More Advanced Models
  • Ch. 23. Credit Risk -- DerivaGem Software -- Major Exchanges Trading Futures and Options -- Table for N(x) when x [actual symbol not reproducible] 0 -- Table for N(x) when x [actual symbol not reproducible] 0
Control code
000020213288
Dimensions
24 cm. +
Edition
4th ed
Extent
xix, 698 p.
Isbn
9780130224446
Lccn
99026609
Other physical details
ill.
http://library.link/vocab/recordID
.b19865107
System control number
  • 20213288ec
  • (OCoLC)41606219

Library Locations

    • Deakin University Library - Melbourne Burwood CampusBorrow it
      221 Burwood Highway, Burwood, Victoria, 3125, AU
      -37.846510 145.115099
    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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